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ETHR.TO vs. BCCL.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHR.TO vs. BCCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Ether ETF CAD Unhedged Units (ETHR.TO) and Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETHR.TO achieves a -36.57% return, which is significantly lower than BCCL.NEO's -28.69% return.


ETHR.TO

1D
-2.72%
1M
5.28%
6M
-18.46%
YTD
-36.57%
1Y
-47.10%
3Y*
0.08%
5Y*
-4.36%
10Y*
ALL TIME*
-3.37%

BCCL.NEO

1D
-2.49%
1M
1.49%
6M
-18.01%
YTD
-28.69%
1Y
-45.87%
3Y*
5Y*
10Y*
ALL TIME*
-28.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$76.07KCA$135.25KCA$227.19K
CA$73.21KCA$77.18KCA$116.32K

ETHR.TO vs. BCCL.NEO - Yearly Performance Comparison


2026 (YTD)2025
ETHR.TO
Evolve Ether ETF CAD Unhedged Units
-36.57%58.38%
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
-28.69%-6.82%

Correlation

The correlation between ETHR.TO and BCCL.NEO is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

Correlation (All Time)
Calculated using the full available price history since May 5, 2025

0.79

The correlation between ETHR.TO and BCCL.NEO has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

ETHR.TO vs. BCCL.NEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ETHR.TO
ETHR.TO Risk / Return Rank: 33
Overall Rank
ETHR.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ETHR.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
ETHR.TO Omega Ratio Rank: 33
Omega Ratio Rank
ETHR.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
ETHR.TO Martin Ratio Rank: 44
Martin Ratio Rank

BCCL.NEO
BCCL.NEO Risk / Return Rank: 22
Overall Rank
BCCL.NEO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BCCL.NEO Sortino Ratio Rank: 11
Sortino Ratio Rank
BCCL.NEO Omega Ratio Rank: 22
Omega Ratio Rank
BCCL.NEO Calmar Ratio Rank: 22
Calmar Ratio Rank
BCCL.NEO Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ETHR.TO vs. BCCL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Ether ETF CAD Unhedged Units (ETHR.TO) and Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETHR.TOBCCL.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

0.89

0.82

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.88

+0.13

Martin ratioReturn relative to average drawdown

-1.10

-1.33

+0.22

ETHR.TO vs. BCCL.NEO - Sharpe Ratio Comparison

The current ETHR.TO Sharpe Ratio is -0.77, which is comparable to the BCCL.NEO Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of ETHR.TO and BCCL.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETHR.TO vs. BCCL.NEO - Drawdown Comparison

The maximum ETHR.TO drawdown since its inception was -78.36%, which is greater than BCCL.NEO's maximum drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for ETHR.TO and BCCL.NEO.


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Drawdown Indicators


ETHR.TOBCCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-78.36%

-55.27%

-23.09%

Max Drawdown (1Y)

Largest decline over 1 year

-67.67%

-55.27%

-12.40%

Max Drawdown (3Y)

Largest decline over 3 years

-67.67%

Max Drawdown (5Y)

Largest decline over 5 years

-78.36%

Current Drawdown

Current decline from peak

-61.57%

-51.47%

-10.10%

Average Drawdown

Average peak-to-trough decline

-44.06%

-26.18%

-17.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.80%

36.35%

+9.45%

Volatility

ETHR.TO vs. BCCL.NEO - Volatility Comparison

Evolve Ether ETF CAD Unhedged Units (ETHR.TO) has a higher volatility of 11.63% compared to Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) at 8.77%. This indicates that ETHR.TO's price experiences larger fluctuations and is considered to be riskier than BCCL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHR.TOBCCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.63%

8.77%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

45.68%

33.62%

+12.06%

Volatility (1Y)

Calculated over the trailing 1-year period

65.89%

46.76%

+19.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.18%

44.50%

+23.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.38%

44.50%

+26.88%

ETHR.TO vs. BCCL.NEO - Expense Ratio Comparison

ETHR.TO has a 0.75% expense ratio, which is lower than BCCL.NEO's 1.78% expense ratio.


Dividends

ETHR.TO vs. BCCL.NEO - Dividend Comparison

ETHR.TO has not paid dividends to shareholders, while BCCL.NEO's dividend yield for the trailing twelve months is around 43.98%.


PositionTTM2025
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
43.98%16.02%
ETHR.TO
Evolve Ether ETF CAD Unhedged Units
0.00%0.00%

Frequently Asked Questions


ETHR.TO and BCCL.NEO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETHR.TO is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETHR.TO is cheaper with a 0.75% expense ratio, compared with 1.78% for BCCL.NEO.

They also come from different issuers: Evolve and Global X. Their fees differ too: 0.75% for ETHR.TO and 1.78% for BCCL.NEO.

Portfolio Optimizer

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